Chicken Anxiety?

Hello - this is my first post here. Excited to glean wisdom from you all!

I've grown up with backyard chickens, but just recently got 4 chicks and I'm not sure why one is acting as she is. She's super loud, when she's not sleeping, she's constantly chirping in what sounds like an 'upset' chirp. Before bed I held her to comfort her and she slept fine in my hand, but as soon as I put her back in the box, she started loudly chirping again. I'm getting no sleep because she's so loud. It's been going on since I got her 2 days ago. She's pretty tiny compared to the others and seems to keep trying to burrow into the other chick's wings. Any ideas of what I can do to help her?

Right now they are in a cardboard box - about 1.5ftx2ft. They're 6 days old. The heat source is a near infrared heat lamp (brooder lamp) above the box. The height seems to work (or maybe not?) - the chicks seem to like being under it, don't huddle (except the 1 who tries to go under wings) and aren't reaching up to it. I created a partial cover so that they have a shady area if they want. They seem to meander back and forth between areas.

There doesn't seem to be any blockage... She's eating and drinking right on par with the others. Maybe it's just taking her longer to adjust to the changes lately, or that she's naturally a higher anxiety personality? She seems to be a little less panicky this eve, thank goodness.

I don't know about the heater you're using, might be good to check the temps with a thermometer.

Here's my notes on chick heat, hope something in there might help:

They need to be pretty warm(~85-90F on the brooder floor right under the lamp and 10-20 degrees cooler at the other end of brooder) for the first day or two, especially if they have been shipped, until they get to eating, drinking and moving around well. But after that it's best to keep them as cool as possible for optimal feather growth and quicker acclimation to outside temps. A lot of chick illnesses are attributed to too warm of a brooder. I do think it's a good idea to use a thermometer on the floor of the brooder to check the temps, especially when new at brooding, later I still use it but more out of curiosity than need.

The best indicator of heat levels is to watch their behavior:

If they are huddled/piled up right under the lamp and cheeping very loudly, they are too cold.

If they are spread out on the absolute edges of the brooder as far from the lamp as possible, panting and/or cheeping very loudly, they are too hot.

If they sleep around the edge of the lamp calmly just next to each other and spend time running all around the brooder they are juuuust right!

The lamp is best at one end of the brooder with food/water at the other cooler end of the brooder, so they can get away from the heat or be under it as needed. Wattage of 'heat' bulb depends on size of brooder and ambient temperature of room brooder is in. Regular incandescent bulbs can be used, you might not need a 'heat bulb'. You can get red colored incandescent bulbs at a reptile supply source. A dimmer extension cord is an excellent way to adjust the output of the bulb to change the heat without changing the height of the lamp.

First the room temp may be lower that the heater might not be enough for your chick. What ever the case, the chick need its mom to keep it more confortable.
Second, attach her with an adult chicken that's behaving like a mother hen if possible. Or isolate her in a higher temp brooder.
Third, ignore the noise and she'll adopt as time goes on.
I hope this'll help.

Thanks all! I checked the the brooder temp - 92 degrees. The other chicks seem more accommodating to her wanting to snuggle up to them. I don't have a grown hen for her :(, but I can certainly give her some extra attention.